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Yi, Liu; Mantecon, Tomas; Szewczyk, Samuel Hideyo - In: International journal of banking, accounting and finance 3 (2011) 4, pp. 118-132

Persistent link: https://www.econbiz.de/10009424230

Uncertain stock model with periodic dividends

Chen, Xiaowei; Liu, Yuhan; Ralescu, Dan A. - In: Fuzzy optimization and decision making : a journal of … 12 (2013) 1, pp. 110-123

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The performance of imbalance-based trading strategy on tender offer announcement day

Huang, Han-Ching; Su, Yong-chern; Liu, Yi-chun - In: Investment management and financial innovations 11 (2014) 2, pp. 38-46

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The effect of index option trading on stock market volatility in China : an empirical investigation

Wu, Kai; Liu, Yi; Feng, Weiyang - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-19

In this study, we examine the effect of introducing SSE 50ETF index options trading on stock market volatility using a panel data evaluation approach. Based on the cross-sectional dependence among international stock indices and macroeconomic indicators, we estimate the counterfactual volatility...

Persistent link: https://www.econbiz.de/10013168752

Covid-19’s effect on the alpha and beta of a US stock Exchange Traded Fund

Cao, Kang Hua; Woo, Chi-keung; Li, Ya; Liu, Yun - In: Applied economics letters 29 (2022) 2, pp. 123-128

Persistent link: https://www.econbiz.de/10012803395

Higher moments, extreme returns, and cross-section of cryptocurrency returns

Jia, Yuecheng; Liu, Yuzheng; Yan, Shu - In: Finance research letters 39 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012804999

Predicting stock market crises using daily stock market valuation and investor sentiment indicators

Fu, Junhui; Zhou, Qingling; Liu, Yufang; Wu, Xiang - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012659074

Covid-19's adverse effects on a stock market index

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The capital market responses to new energy vehicle (NEV) subsidies : an event study on China

Liu, Chang; Liu, Yuan; Zhang, Dayong; Xie, Chunping - In: Energy economics 105 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013201741

Bank deregulation and stock price crash risk

Dang, Viet Anh; Lee, Edward; Liu, Yangke; Zeng, Cheng - In: The journal of corporate finance : contracting, … 72 (2022), pp. 1-25

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